Segments (Details) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2019 USD ($)	Sep. 30, 2018 USD ($)	Sep. 30, 2019 USD ($) segment	Sep. 30, 2018 USD ($)	Dec. 31, 2018 USD ($)
Segments and Related Information
Number of segments | segment			3
Revenues:
Net gains on loans held for sale at fair value	$ 235,732	$ 56,914	$ 468,041	$ 189,274
Loan origination fees	49,434	26,485	110,288	75,476
Net loan servicing fees	66,229	109,703	205,934	340,181
Net interest income (expense):
Interest income	83,452	60,964	212,685	158,683
Interest expense, before non-segment activities	56,380	38,775	146,847	108,136
Net interest expense, before non-segment activities	27,072	22,189	65,838	50,547
Management fees	10,098	6,471	26,178	17,910
Other	2,633	2,928	8,437	7,646
Total net revenues, before non-segment activities	436,347	250,929	987,029	733,428
Expenses	270,150	189,232	660,951	524,037
Income before provision for income taxes	166,197	61,697	326,078	209,391
Assets:
Segment assets at year end	9,303,199	6,993,020	9,303,199	6,993,020	$ 7,478,573
PMT
Revenues:
Fulfillment fees from PennyMac Mortgage Investment Trust	45,149	26,256	102,313	52,759
Net interest income (expense):
Management fees	10,098	6,482	26,178	17,906
Assets:
Receivable	39,744		$ 39,744		$ 33,464
Investment Funds
Net interest income (expense):
Management fees		(11)		4
Carried Interest from Investment Funds		(17)		(365)
Mortgage banking
Segments and Related Information
Number of segments | segment			2
Operating segment
Assets:
Segment assets at year end	9,303,199	6,993,020	$ 9,303,199	6,993,020
Working capital		1,800		1,800
Receivable		2,300		2,300
Operating segment | Investment management
Net interest income (expense):
Interest income		16		16
Interest expense, before non-segment activities	21	10	39	41
Net interest expense, before non-segment activities	(21)	6	(39)	(25)
Management fees	10,098	6,471	26,178	17,910
Other	1,742	1,478	4,844	4,221
Total net revenues, before non-segment activities	11,819	7,938	30,983	21,741
Expenses	6,792	5,481	19,815	17,221
Income before provision for income taxes	5,027	2,457	11,168	4,520
Assets:
Segment assets at year end	19,281	11,996	19,281	11,996
Operating segment | Investment management | Investment Funds
Net interest income (expense):
Carried Interest from Investment Funds		(17)		(365)
Operating segment | Mortgage banking
Revenues:
Net gains on loans held for sale at fair value	235,732	56,914	468,041	189,274
Loan origination fees	49,434	26,485	110,288	75,476
Net loan servicing fees	66,229	109,703	205,934	340,181
Net interest income (expense):
Interest income	83,452	60,948	212,685	158,667
Interest expense, before non-segment activities	56,359	38,765	146,808	108,095
Net interest expense, before non-segment activities	27,093	22,183	65,877	50,572
Other	891	1,450	3,593	3,425
Total net revenues, before non-segment activities	424,528	242,991	956,046	711,687
Expenses	263,358	183,751	641,136	506,816
Income before provision for income taxes	161,170	59,240	314,910	204,871
Assets:
Segment assets at year end	9,283,918	6,981,024	9,283,918	6,981,024
Operating segment | Mortgage banking | PMT
Revenues:
Fulfillment fees from PennyMac Mortgage Investment Trust	45,149	26,256	102,313	52,759
Operating segment | Mortgage banking Production
Revenues:
Net gains on loans held for sale at fair value	216,132	34,947	407,713	105,111
Loan origination fees	49,434	26,485	110,288	75,476
Net interest income (expense):
Interest income	22,445	17,013	55,714	48,135
Interest expense, before non-segment activities	18,423	1,274	36,236	4,401
Net interest expense, before non-segment activities	4,022	15,739	19,478	43,734
Other	324	645	929	1,497
Total net revenues, before non-segment activities	315,061	104,072	640,721	278,577
Expenses	135,777	78,405	316,187	216,722
Income before provision for income taxes	179,284	25,667	324,534	61,855
Assets:
Segment assets at year end	4,850,741	2,168,126	4,850,741	2,168,126
Operating segment | Mortgage banking Production | PMT
Revenues:
Fulfillment fees from PennyMac Mortgage Investment Trust	45,149	26,256	102,313	52,759
Operating segment | Mortgage banking Servicing
Revenues:
Net gains on loans held for sale at fair value	19,600	21,967	60,328	84,163
Net loan servicing fees	66,229	109,703	205,934	340,181
Net interest income (expense):
Interest income	61,007	43,935	156,971	110,532
Interest expense, before non-segment activities	37,936	37,491	110,572	103,694
Net interest expense, before non-segment activities	23,071	6,444	46,399	6,838
Other	567	805	2,664	1,928
Total net revenues, before non-segment activities	109,467	138,919	315,325	433,110
Expenses	127,581	105,346	324,949	290,094
Income before provision for income taxes	(18,114)	33,573	(9,624)	143,016
Assets:
Segment assets at year end	$ 4,433,177	$ 4,812,898	$ 4,433,177	$ 4,812,898